+149.9%
AME vs LCID
-97.1%
+247.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.2% | +9.7% | +0.8% |
| 7D | +5.9% | -10.2% | +16.1% | +6.3% |
| 30D | -1.9% | -10.2% | +8.3% | -1.7% |
| 3M | -5.4% | -54.1% | +48.7% | -2.6% |
| 6M | +4.9% | -53.8% | +58.7% | +7.2% |
| YTD | +18.5% | -72.0% | +90.5% | +23.2% |
| 1Y | +25.5% | -80.5% | +106.0% | +32.2% |
| 3Y | +63.0% | -92.6% | +155.6% | +74.6% |
| 5Y | +78.3% | -99.3% | +177.6% | +98.6% |
| All | +149.9% | -97.1% | +247.0% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling